Systematic Credit Quantitative Researcher

Salary $200,000-$270,000 base + performance related bonus
LocationNew York
Employment type Permanent
Discipline

Job description

Job Title: Systematic Credit Quantitative Researcher

Location: New York, NY


About Us: We are a global financial services firm offering investment banking, securities, wealth management, and investment management services.

Position Overview: We seek a skilled Systematic Credit Quantitative Researcher to join our New York trading team. The candidate will develop and implement quantitative models and strategies for credit trading.

Key Responsibilities:

  • Model Development: Design and implement quantitative models for systematic credit trading.
  • Data Analysis: Analyze large datasets to identify patterns, trends, and trading opportunities.
  • Alpha Research: Conduct alpha research to identify and exploit trading signals in credit markets.
  • Strategy Research: Develop new systematic trading strategies for credit instruments.
  • Portfolio Construction: Optimize portfolio construction and risk management for credit strategies.
  • Performance Evaluation: Monitor and adjust trading models to enhance performance.
  • Collaboration: Work with traders, data scientists, and IT to integrate models into trading systems.
  • Continuous Learning: Stay updated on advancements in quantitative finance and credit markets.

Qualifications:

  • Education: Ph.D. or Master’s in Mathematics, Statistics, Physics, Computer Science, or Financial Engineering.
  • Experience: 3+ years in quantitative research or trading, focusing on credit markets.
  • Technical Skills: Proficiency in Python, R, C++, or MATLAB. Experience with statistical analysis and machine learning.
  • Market Knowledge: Understanding of credit markets, including corporate bonds and credit derivatives.
  • Analytical Skills: Strong analytical and problem-solving skills.
  • Communication: Excellent verbal and written communication skills.
  • Team Player: Ability to work independently and collaboratively in a fast-paced environment.

Why Join Us:

  • Innovative Environment: Work on cutting-edge projects in financial markets.
  • Career Growth: Opportunities for professional development and advancement.
  • Competitive Compensation: $200,000-$270,000 base salary and benefits package, including performance-based bonuses.